+386.9%
SHW vs RACE
+670.3%
-283.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.2% |
| 7D | +5.7% | +5.7% | +0.1% | +3.7% |
| 30D | +8.7% | +9.3% | -0.6% | +5.4% |
| 3M | -5.4% | +3.8% | -9.2% | -6.7% |
| 6M | +12.2% | +29.8% | -17.5% | +2.2% |
| YTD | +8.5% | +15.6% | -7.1% | +2.5% |
| 1Y | +4.9% | +5.1% | -0.1% | +2.3% |
| 3Y | +42.8% | +30.8% | +12.1% | +23.9% |
| 5Y | +14.5% | +67.4% | -52.9% | -11.2% |
| 10Y | +373.0% | +793.6% | -420.6% | +138.9% |
| All | +386.9% | +670.3% | -283.5% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling